Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-10-19 0.314222 0.343667 0.375886 0.413983 0.458100 0.507946 0.569057
2025-10-26 0.274791 0.312207 0.355606 0.410356 0.478601 0.562296 0.675055
2025-11-02 0.242409 0.282726 0.331436 0.395837 0.480696 0.591713 0.753500
2025-11-09 0.216938 0.257996 0.309151 0.379282 0.475872 0.609160 0.817032
2025-11-16 0.202745 0.245531 0.300403 0.378305 0.490389 0.653710 0.927491
2025-11-23 0.195164 0.240562 0.300465 0.388548 0.521127 0.725867 1.097917
2025-11-30 0.185645 0.232039 0.294659 0.389396 0.537445 0.777765 1.247324
2025-12-07 0.176364 0.223027 0.287226 0.386756 0.547492 0.820397 1.391219
2025-12-14 0.167566 0.214013 0.278969 0.381831 0.552841 0.855245 1.529682
2025-12-21 0.158807 0.204473 0.269201 0.373522 0.551256 0.876768 1.645582
2025-12-28 0.154914 0.201600 0.268963 0.380127 0.575962 0.952671 1.920034
2026-01-04 0.152345 0.200434 0.271105 0.390651 0.608902 1.052014 2.305780
2026-01-11 0.146020 0.193529 0.264221 0.385845 0.613484 1.093878 2.556109
2026-01-18 0.141567 0.189175 0.261011 0.387007 0.629702 1.165836 2.952517
2026-01-25 0.134756 0.180918 0.251127 0.375646 0.619555 1.173267 3.125637
2026-02-01 0.127785 0.172124 0.239941 0.361169 0.601499 1.157985 3.204551
2026-02-08 0.124187 0.168352 0.236653 0.360652 0.612419 1.219207 3.657452
2026-02-15 0.122865 0.168018 0.238902 0.370378 0.646429 1.351348 4.598459
2026-02-22 0.119942 0.165024 0.236550 0.371254 0.661033 1.433577 5.403355
2026-03-01 0.116607 0.161232 0.232646 0.368834 0.667783 1.494554 6.184851
2026-03-08 0.113097 0.157022 0.227821 0.364261 0.668926 1.538609 6.938331
2026-03-15 0.109243 0.152123 0.221599 0.356517 0.661601 1.553354 7.496105
2026-03-22 0.107931 0.151283 0.222335 0.362684 0.689166 1.696931 9.695978